+201.0%
ET vs RY
+122.0%
+79.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +1.0% |
| 7D | -7.9% | -0.9% | -7.0% | -7.6% |
| 30D | -5.9% | +5.9% | -11.8% | -8.7% |
| 3M | -5.2% | -4.3% | -1.0% | -3.4% |
| 6M | +0.3% | +12.1% | -11.8% | -6.4% |
| YTD | +23.1% | +20.3% | +2.8% | +10.1% |
| 1Y | +22.7% | +41.0% | -18.3% | -0.4% |
| 3Y | +75.4% | +157.5% | -82.2% | -5.1% |
| All | +201.0% | +122.0% | +79.0% | +74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded RY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling